Kiss of the Spider Woman(1985) [Leni Lamaison/Marti/Spider Woman]: Playing multiple roles in the different story-within-the-story sequences, one of her characters is shot to death by a French resistance fighter. (Thanks to Mahto)

The Rookie (1990) [Leisl]: Shot in the chest, then in the forehead, by Charlie Sheen during a shoot-out in an airport.

Streets of Laredo(1995) [Maria Garza]: Stabbed by Alexis Cruz as Sonia tries to stop him from killing Miriam Colon; she dies some time later with Sissy Spacek by her bedside. (Thanks to Gordon)

Two Deaths (1995) [Ana Puscascu]: Shot to death by soldiers when she waves a gun around and fires randomly, suicidally forcing them to shoot both herself and Michael Gambon.

From Dusk Till Dawn 3: The Hangman's Daughter (2000) [Quixtla]: Burned to death by sunlight after being impaled through the sides by steel bars that shoot out from the sides of a door frame, pinning her in the doorway until the sun comes up. (She had also been shot in the head and in the torso in two earlier scenes, but as a vampire, these apparent "deaths" were just minor inconveniences.) (Thanks to Larry)